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Monthly Archives: May 2016

What is the appropriate time step to use in estimating parameters for, and projecting short rates using, the CIR model? Can estimates based on daily time series data be used in an interest rate model that projects short rates at a monthly time interval? The

Dalmia Dreaming. 24th April 2016. Jinnah Stadium, Islamabad. I had never seen so many Pakistani flags walking around in a stadium before. This was the field where dreams came to live and die, where training and talent met the tartan track. I had been following